+185.7%
IONQ vs ALL
+178.4%
+7.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.7% | -11.1% | -9.4% |
| 7D | +16.8% | 0.0% | +16.8% | +16.8% |
| 30D | -11.1% | +12.8% | -24.0% | -11.6% |
| 3M | -31.7% | +4.7% | -36.4% | -31.8% |
| 6M | -44.8% | +24.9% | -69.7% | -46.6% |
| YTD | -31.2% | +30.0% | -61.2% | -34.3% |
| 1Y | -39.1% | +29.9% | -69.1% | -41.9% |
| 3Y | +189.5% | +117.5% | +71.9% | +141.5% |
| 5Y | +53.2% | +161.7% | -108.5% | +29.7% |
| All | +185.7% | +178.4% | +7.3% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling